• CME Globex Notices: April 30, 2012

      • To
      • CME Globex Customers
      • From
      • Global Account Management
      • #
      • 20120430
      • Notice Date
      • 30 April 2012
    • Topics in this issue include:
      Critical System Updates
      New Functionality
      Product Launches
      Events and Announcements
      Critical System Updates

      Changes to Source IPs for the Market Data Platform B Feed for Non-GLink Connections
      Effective Sunday, June 17, 2012, CME Group will be changing multicast source IPs for the B feed only for non-  GLink connections. If a firewall or network device is configured with the source IP information, please correct your configuration to use the entire range of eligible addresses. Port, multicast addresses, and source IPs for each Market Data Platform channel are available in the config.xml file on the  FTP site as outlined in the Core Functionality of the  FIX/FAST SDK.

      Market data will be broadcast on all CME Group FIX/FAST channels in the production environment for customer testing on Saturday, June 16. Market data will be broadcast from the new B feed source IPs.

      • 8:30 - 9:00 a.m. CT: Connectivity testing
      • 9:00 - 10:00 a.m. CT: FIX/FAST market data replay

      As a reminder, CME Group requires that customers configure servers to connect to the Market Data Platform ports and multicast addresses for each desired channel. CME Group does not recommend restricting data flow via the source IPs, as these may change without notice.

      If you have any questions or concerns, please contact your  Global Account Manager. If you experience any connectivity issues, please contact the CME Globex Control Center directly at 312.456.2391.

      New Functionality

      iLink Enhancement for Order Handling Flag
      Effective Sunday, June 3, 2012 (trade date Monday, June 4), in response to Clearing Firm requests and in conjunction with a Futures Industry Association (FIA) initiative, iLink order routing will launch support for FIX tag 1031-CustOrderHandlingInst. This tag will allow trading and clearing firms to identify the source of any order.

      The value submitted on a new order in tag 1031-CustOrderHandlingInst will be passed through to the CME Clearing House at trade, and populated on all FIXML trade confirmation and allocation messages. It will also be supported by the CME Clearing House Give-up Payment System (GPS).

      When tag 1031-CustOrderHandlingInst is submitted on the New Order (tag 35-MsgType=D), it will be returned on all associated Execution Reports (tag 35=8).

      tag 1031-CustOrderHandlingInst

      Tag FIX Name Req Valid Values Format Description
      1031 CustOrderHandlingInst N A = Phone simple
      B = Phone complex
      C = FCM-provided screen
      D = Other-provided screen
      E = Client-provided platform controlled by FCM
      F = Client-provided platform direct to exchange
      G = FCM API or FIX
      H = Algo Engine
      J = Price at Execution (price added at Initial order entry, trading, middle office or time of give-up)
      W = Desk – Electronic
      X = Desk – Pit
      Y = Client – Electronic
      Z = Client – Pit
      String (1) Defines source of original order

      Tag 1031 is currently available in New Release for customer testing.

      Please contact the CME Clearing House at 312.207.2525 with any questions.

      NEW iLink Enhancement for Cancel Type Indicator
      Effective Sunday, July 1, 2012 (trade date Monday, July 2), iLink order routing will support a new FIX tag 378-ExecRestatementReason on the Execution Reports for order eliminations (tag 35-MsgType=8, tag 39-OrdStatus=4) messages. This tag will indicate the source of the elimination request.

      tag 378-ExecRestatementReason

      Tag FIX Name Req Valid Values Format Description
      378 ExecRestatementReason N 8=Exchange (GCC)
      100=Cancel on Disconnect
      104=Cancel from CME Globex Credit Controls (GC2) violation
      105=Cancel from FirmSoft
      106=Cancel from Risk Management API (RMI)
      Int (3) Used to identify originator of the order elimination.
      This tag will not be sent on eliminations triggered by an iLink Cancel Request.

      Tag 378-ExecRestatementReason will be available in New Release for customer testing on Monday, May 21.

      Product Launches

      Update Implied Inter-Exchange MGEX-CBOT Futures Spread
      Effective Sunday, May 20 (trade date Monday, May 21), the following implied inter-exchange MGEX-CBOT Wheat futures spread (tag1151-SecurityGroup=MWE, tag 55-Symbol=MB, tag 207-SecurityExchange=MGCB) will be listed on CME Globex.

      The inter-exchange spread will use the value IS in tag 762-SecuritySubType.

      The spread instrument is only sent on the inter-exchange spread channel (801). The legs are only sent on their respective market data platform channels. Further details are available in the   Product Specific Functionality.

      This inter-exchange spread is currently available in New Release for customer testing.

      Nasdaq End-of-Month Options
      Effective Sunday, May 20 (trade date Monday, May 21), the following Nasdaq End-of-Month (EOM) options will be listed for trading on CME Globex.

      Nasdaq End-of-Month Options

      Options tag 1151-SecurityGroup tag 55-Symbol (Outrights) tag 55-Symbol (UDS)
      Nasdaq 100 End-of-Month Options DNE XH 2Q
      E-mini Nasdaq 100 End-of-Month Options QNE NW 2V

      Please Note: The Nasdaq 100 End-of-Month options (tag 1151-SecurityGroup=QNE) will be available for trading from Sunday 5:00 p.m. – 8:15 a.m. Central Time (CT), Monday – Thursday 3:30 p.m.-8:15 a.m. (CT) only.

      With this launch, the week 5 of the Nasdaq 100 Weekly options (tag 1151-SecurityGroup=DN5) and E-mini Nasdaq 100 Weekly (tag 1151-SecurityGroup=QN5) options will no longer be listed for trading.

      The Nasdaq End-of-Month options are currently available in New Release for customer testing.

      These contacts are listed with, and subject to, the rules and regulations of CME.

      Bursa Malaysia Derivative Options on CME Globex
      Effective Sunday, May 20 (trade date Monday May 21), pending Malaysian Securities Commission approval, the options on FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) futures (tag 1151-SecurityGroup=OKLI) will be listed on CME Globex. With this contract, the spot month, the next month and the following two calendar quarterly months will be listed. Market data will be distributed on channel 23 of the Market Data Platform.

      Options on FTSE Bursa Malaysia Kuala Lumpur Composite Index (KLCI) Futures

      Product tag 1151-SecurityGroup tag 55-Symbol(Outrights) tag 55-Symbol(UDS)
      KLCI Options OKLI BO BU

      The new option will be available for customer testing in New Release on Monday, May 7.

      Black Sea Wheat Futures
      Effective Tuesday, June 5 (trade date Wednesday, June 6), Black Sea Wheat futures (tag 1151-SecurityGroup=BSW, tag 55-Symbol=BW) will be listed for trading on CME Globex.

      Please Note: The Security Definition (tag 35-MsgType=d) will be made available on Sunday, June 2.

      Black Sea Wheat futures will provide risk management and bring price discovery to the growing Black Sea region. This contract will have physical delivery at designated ports in Russia, Ukraine, and Romania.

      The Black Sea Wheat futures are currently available in New Release for customer testing.

      This contact is listed with, and subject to, the rules and regulations of CBOT.

      Events & Announcements

      Introducing Client Systems Wiki
      On Monday, May 7, 2012, CME Group will introduce the new Client Systems Wiki, a user-friendly and comprehensive information repository for client system development to CME Globex. The Client Systems Wiki presents technical information for order entry, market data, risk management tools, and electronic trading business concepts.

      The following customer documentation will be available via the Client Systems Wiki.

      The existing PDF-formats customer documentation will be retired and no longer available as of Friday, June 1, 2012.